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12_14_2023.txt
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41 lines (35 loc) · 2.03 KB
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Features:
Bug Fixes/Re-organization:
- SIMM Equity Additional Initial Margin - Equity Multiplicative Scale (1)
- SIMM Equity Additional Initial Margin - Rates FX Multiplicative Scale (2, 3)
- SIMM Equity Additional Initial Margin - Commodity Multiplicative Scale (4, 5)
- SIMM Equity Additional Initial Margin - Product Add-On Factor Map (6, 7)
- SIMM Equity Additional Initial Margin - Standard (8)
- SIMM Equity Additional Initial Margin - Constructor (9)
- SIMM Equity Additional Initial Margin - Product Add-on (10, 11)
- SIMM Equity Additional Initial Margin - Total (12)
- SIMM Equity Product Class Margin (13, 14)
- SIMM Equity Product Class Margin - FX Risk Aggregate (15, 16)
- SIMM Equity Product Class Margin - IR Risk Aggregate (17, 18)
- SIMM Equity Product Class Margin - Equity Risk Aggregate (19, 20)
- SIMM Equity Product Class Margin - Commodity Risk Aggregate (21, 22)
- SIMM Equity Product Class Margin - Credit Qualifying Risk Aggregate (23, 24)
- SIMM Equity Product Class Margin - Non-Credit Qualifying Risk Aggregate (25, 26)
- SIMM Equity Product Class Margin - Total #1 (27, 28)
- SIMM Equity Product Class Margin - Total #2 (29, 30)
- SIMM Equity Product Class Margin - Total #3 (31, 32, 33)
- SIMM Equity Product Class Margin - Total #4 (34, 35, 36)
- SIMM Equity Product Class Sensitivity (37, 38)
- SIMM Equity Product Class Sensitivity - FX Risk (39, 40)
- SIMM Equity Product Class Sensitivity - IR Risk (41, 42)
- SIMM Equity Product Class Sensitivity - Equity Risk (43, 44)
- SIMM Equity Product Class Sensitivity - Commodity Risk (45, 46)
- SIMM Equity Product Class Sensitivity - Credit Qualifying Risk (47, 48)
- SIMM Equity Product Class Sensitivity - Non-Credit Qualifying Risk (49, 50)
- SIMM Equity Product Class Margin - Constructor (51, 52, 53)
- SIMM Equity Product Class Sensitivity - Constructor (54, 55, 56)
- SIMM Equity Product Class Sensitivity - Estimate (57)
- SIMM Equity Product Class Settings (58, 59)
- SIMM Equity Product Class Settings - Label Correlation (60)
Samples:
IdeaDRIP: